Afghan stitch, like many other crochet and knit stitches, naturally rolls and pulls diagonally. There is nothing you can do about this (it's just a physical reality), though if you tend to crochet too tightly, you may want to relax a bit.

Before seaming your crocheted panels, be sure to block them into the desired shape using pins and a mist of water. Follow the directions on any knit or crochet site for blocking your project. This should relax the yarn and remove further tendencies to roll up.